+213.6%
RF vs SAN
+270.1%
-56.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.8% |
| 7D | +1.9% | +4.0% | -2.1% | -0.5% |
| 30D | +7.3% | -7.8% | +15.1% | +11.9% |
| 3M | -7.9% | -16.4% | +8.4% | +1.4% |
| 6M | +10.5% | +3.5% | +7.0% | +6.1% |
| YTD | +9.6% | +6.7% | +3.0% | +1.1% |
| 1Y | +20.3% | +14.5% | +5.8% | +6.0% |
| 3Y | +119.5% | +243.5% | -124.0% | -10.5% |
| 5Y | +48.2% | +296.2% | -248.0% | -47.8% |
| All | +213.6% | +270.1% | -56.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling